AREA OF EXPERTISE (DIVISION / GROUP / FIELD)
- MATHEMATICAL SCIENCES/ APPLIED STATISTICS/ STATISTICS
- MATHEMATICAL SCIENCES/ STOCHASTIC ANALYSIS AND MODELLING/ STATISTICS
- MATHEMATICAL SCIENCES/ PROBABILITY THEORY/ STATISTICS
EDUCATION BACKGROUND
- Doctor, Mathematics/MIPA, UGM, Indonesia, 09/2004 – 08/2007 Thesis : Indonesian Option Pricing Under Black-Scholes and Variance Gamma Model
- Master, Mathematics/MIPA, UGM, Indonesia, 07/1992 – 02/1995 Thesis : Minimax Estimation Method
- Undergraduate, Mathematics/MIPA, UGM, Indonesia, 07/1984 – 12/1989 Thesis : Jack Knife Method
RESEARCH CLUSTER/GROUP
- Financie, Actuarial Mathematics, Survival Analysiscluster – Statistics
RESEARCH INTEREST
- Option Theory, General Insurance
SCHOLARSHIP
- Dikti BPPS, Gadjah Mada University, 2004
- TMPD, Gadjah Mada University, 1992
PROFESSIONAL ASSOCIATION
- INDOMS, National, 2004
- Indonesia statistics association (ISI), National, 2000
- Institute of Mathematical Statistics (IMS), International, 2008
COURSE SUBJECT
- Actuarial and financial Modelling, 3 credit(s), Master
- Bonds and Option Valuation Modelling, 3 credit(s), Doctor
- Bonds Valuation Modelling, 3 credit(s), Undergraduate
- Financial computation, 3 credit(s), Master
- Introduction to Mathematical Statiitics, 4 credit(s), Undergraduate
- Introduction to Financial Statistics, 3 credit(s), Undergraduate
- Introduction to Statistical Decision Theory, 3 credit(s), Undergraduate
- Statistics for Geography, 2 credit(s), Undergraduate
- Theory of Interest and Time Value of Money , 3 credit(s), Master
RESEARCH GRANT
- Mathematics Department, FMIPA, GMU, Binomial Method for Indonesian Option Pricing, /2007 –
- SDM UGM, Indonesian Call Option Pricing by Monte Carlo Simulation Methods, /2006 –
- CICAT TU DELFT Belanda, Indonesian Option, /2006 –
- Mathematics Department, FMIPA, GMU, Indonesian Option Price Sensitivity, /2007 –
- NUS, Singapura, Indonesian Option Pricing Under Geometric Average, /2008 –
- Mathematics Department, FMIPA, GMU, Monte Carlo Simulation method with Control Variate to Indonesian Option Price Pixing, /2008 –
- ICE-EM /AMSI Australia, P(I)DE Approach for Indonesian Option Pricing, /2006 –
INDUSTRIAL PROJECT
- PT IBPA, Yield Curve Modeling, 09/2008 – 10/2008
RESEARCH
- Pendekatan Opsi dalam Penentuan Premi Asuransi Kanker [2021]
(Ketua Peneliti) Yunita Wulan Sari, S.Si., M.Sc. (Anggota Peneliti) ADELIA TRI S (Anggota Peneliti) Dr. Drs. Gunardi, M.Si.
- Penentuan Premi Asuransi Pertanian Berbasis Indeks Curah Hujan dengan Pendekatan Opsi Barrier [2020]
(Ketua Peneliti) Yunita Wulan Sari, S.Si., M.Sc. (Anggota Peneliti) Dr. Drs. Gunardi, M.Si.
- PEMETAAN RISIKO ASURANSI USAHA TANI PADI BERDASARKAN FAKTOR CUACA DI DIY DAN JAWA TENGAH [2018]
(Ketua Peneliti) Dr. Herni Utami, S.Si., M.Si. (Anggota Peneliti) Dr. Drs. Gunardi, M.Si. (Anggota Peneliti) Yunita Wulan Sari, S.Si., M.Sc. (Anggota Peneliti) Danang Teguh Qoyyimi, M.Sc., Ph.D.
- Peramalan Konsumsi Listrik di Yogyakarta [2018]
(Ketua Peneliti) Dr. Herni Utami, S.Si., M.Si. (Anggota Peneliti) Dr. Drs. Gunardi, M.Si. (Anggota Peneliti) Dr. Abdurakhman (Anggota Peneliti) Prof. Drs. Subanar, Ph.D. (Anggota Peneliti) Yunita Wulan Sari, S.Si., M.Sc.
- Penentuan Nilai Value At Risk Klaim Asuransi Dengan Extreme Value Theory [2016]
(Ketua Peneliti) Yunita Wulan Sari, S.Si., M.Sc. (Anggota Peneliti) Dr. Drs. Gunardi, M.Si.
- The Pricing Index-Based Crop Insurance Using The Indonesian Option Framework [2016]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- Valuasi Obligasi Bencana Dengan Opsi Pelunasan Lebih Awal Dari Waktu Maturiti [2015]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- IMPROVING HEALTH CARE OPERATIONS VIA OPTIMAL RESOURCE ALLOCATION AND LOGISTIC DESIGN (Lanjutan) [2015]
(Ketua Peneliti) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc. (Anggota Peneliti) Dr. Drs. Gunardi, M.Si. (Anggota Peneliti) Dr. Fajar Adi Kusumo, S.Si., M.Si.
- Penentuan Premi Reasuransi untuk Asuransi Kerugian [2014]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- IMPROVING HEALTH CARE OPERATIONS VIA OPTIMAL RESOURCE ALLOCATION AND LOGISTIC DESIGN [2014]
(Ketua Peneliti) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc. (Anggota Peneliti) Dr. Drs. Gunardi, M.Si. (Anggota Peneliti) Dr. Fajar Adi Kusumo, S.Si., M.Si.
- Regresi Semiparametrik Kernel Untuk Pemodelan Pola Konsumsi Rumah Tangga di Indonesia [2014]
(Ketua Peneliti) Prof. Dr. Sri Haryatmi, M.Sc. (Anggota Peneliti) Dr. Drs. Gunardi, M.Si.
- Penentuan Premi Asuransi Jiwa Unit Link Berdasarkan Opsi Indonesia [2013]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- Metode Estimasi Partial Model Kurva Yield Nelson-Siegel-Svenson [2012]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- Penentuan Harga Waran Berdasarkan Nilai Aset Perusahaan [2010]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- Metode Simulasi Monte Carlo Dengan Control Variate Untuk Penentuan Harga Opsi Indonesia [2008]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- Indonesian Option Pricing Under Geometric average [2008]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- Pengukuran Sensitivitas Harga Opsi Indonesia [2007]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- Binomial Methods for Indonesian Option Pricing [2007]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- Sensitivitas Harga Opsi Indonesia [2007]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- P(I)DE Approach for Indonesian Options Pricing [2006]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- Indonesian Option [2006]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- Prediksi Harga Saham dengan Model Variansi Gamma [2004]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- Simulasi Harga Saham di Bawah Model Black Scholes dan Variansi Gamma [2004]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- Variance Gamma Perpetual American Put Option Pricing [2004]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si.
- Metode Simeks untuk Estimasi Model Regresi Non Linear [1998]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si. (Anggota Peneliti) Dr. Nur Rokhman, S.Si., M.Kom.
- Metode Simeks untuk Estimasi Non Linear [1997]
(Ketua Peneliti) Dr. Drs. Gunardi, M.Si. (Anggota Peneliti) Dr. Sri Mulyana, M.Kom.
COMMUNITY SERVICES
- Melakukan Pengabdian Masyarakat di bidang Matematika pada MGMP Kota Palu dengan judul “Pengenalan Matematika Realistik bagi Guru Matematika MGMP kota Palu melalui Aplikasi Matematika” [2022]
(1) Dr. Dwi Ertiningsih, M.Si. (2) Prof. Dr.rer.nat. Indah Emilia Wijayanti, S.Si., M.Si. (3) Prof. Dr. Salmah, M.Si. (4) Dr. Drs. Gunardi, M.Si. (5) Dr. Fajar Adi Kusumo, S.Si., M.Si. (6) Dr. Herni Utami, S.Si., M.Si. (7) Umi Mahnuna Hanung, M.Si. (8) Dr. Budi Surodjo, M.Si. (9) Zenith Purisha, S.Si., M.Sc., Ph.D. (10) Sudarmanto (11) Siti Aisyah, A.Md.
- Pelatihan dan Pendampingan Bagi Mahasiswa Magister Kesehatan dalam Menyelesaikan Tesis di Jawa Tengah dan DIY [2021]
(1) Drs. Zulaela, Dipl.Med.Stats.,M.Si (2) Prof. Drs. Retantyo Wardoyo, M.Sc., Ph.D. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman (5) Dr. Sumardi, M.Si. (6) Vemmie Nastiti Lestari, S.Si., M.Sc. (7) Hadrian Andradi, M.Sc., Ph.D.
- Peningkatan Kompetensi Guru dan Siswa SMA Negeri 1 Wangon Kabupaten Banyu Mas melalui pembelajaran Matematika Berbasis Teknologi Informasi [2021]
(1) Dr. Solikhatun, S.Si., M.Si. (2) Prof. Dr.rer.nat. Indah Emilia Wijayanti, S.Si., M.Si. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Herni Utami, S.Si., M.Si. (5) Uha Isnaini, S.Si., M.Sc., Ph.D. (6) Iwan Ernanto S.Si., M.Sc. (7) CATUR PRASETYO N (8) GHONIYATI SALAMAH (9) Siti Aisyah, A.Md.
- Pelaksanaan Sosialisasi dan Pendampingan Pengisian Sensus Penduduk Online 2020 [2020]
(1) Umi Mahnuna Hanung, M.Si. (2) Prof. Dr. Sri Haryatmi Kartiko M.Sc (3) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (4) Drs. Zulaela, Dipl.Med.Stats.,M.Si (5) Dr. Abdurakhman (6) Dr. Drs. Gunardi, M.Si. (7) Dewi Kartika Sari, S.Si., M.Sc., Ph.D. (8) Dr. Indarsih, S.Si., M.Si. (9) Dr. Sutopo, S.Si., M.Si. (10) Drs. Danardono, MPH., Ph.D. (11) Dr. Herni Utami, S.Si., M.Si. (12) Dr. Solikhatun, S.Si., M.Si. (13) Danang Teguh Qoyyimi, M.Sc., Ph.D. (14) Yunita Wulan Sari, S.Si., M.Sc. (15) Nur Khusnussa`adah, S.Si., M.Sc. (16) Vemmie Nastiti Lestari, S.Si., M.Sc. (17) Ari Dwi Hartanto, S.Si., M.Sc. (18) Iwan Ernanto S.Si., M.Sc. (19) Sekar Nugraheni, S.Si., M.Sc. (20) Ivan Luthfi Ihwani, S.Si., M.Sc.
- Moderator dalam acara Half Day Seminar dengan topik “Pembangunan SDM Aktuaris di Industri Asuransi Umum” [2016]
(1) Dr. Drs. Gunardi, M.Si.
- MUNAS IV – 2016 dan Forum Pendidikan Tinggi Statistika Indonesia [2016]
(1) Dr. Drs. Gunardi, M.Si. (2) Dr. Abdurakhman (3) Dr. Herni Utami, S.Si., M.Si.
- Sosialisasi Kurikulum Departemen Matematika FMIPA UGM [2016]
(1) Dr. Drs. Gunardi, M.Si. (2) Rianti Siswi Utami, S.Si., M.Sc. (3) Prof. Dr.rer.nat. Indah Emilia Wijayanti, S.Si., M.Si. (4) Dr. Abdurakhman (5) Dr. Herni Utami, S.Si., M.Si. (6) Dr. Fajar Adi Kusumo, S.Si., M.Si. (7) Dr.rer.nat. Yeni Susanti, S.Si., M.Si.
- Pelaksanaan Program Perkuliahan Terkait Penyetaraan Profesi Aktuaris Indonesia [2016]
(1) Dr. Drs. Gunardi, M.Si. (2) Drs. Danardono, MPH., Ph.D. (3) Dr. Abdurakhman (4) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (5) Danang Teguh Qoyyimi, M.Sc., Ph.D.
- Menerim kunjungan studi banding SMAN 5 Bekasi [2016]
(1) Dr. Drs. Gunardi, M.Si. (2) Dr. Abdurakhman
- Magang Perkuliahan Bidang Statistika a.n. M. Ivan Ariful Fathoni, S.Si., M.Si. [2016]
(1) Dr. Fajar Adi Kusumo, S.Si., M.Si. (2) Dr. Drs. Gunardi, M.Si.
- Pelaksanaan Program Perkuliahan Terkait Penyetaraan Profesi Aktuaris Indonesia [2016]
(1) Dr. Drs. Gunardi, M.Si. (2) Dr. Abdurakhman (3) Danang Teguh Qoyyimi, M.Sc., Ph.D.
- Lokakarya READI (Risk Management, Economic Sustainability and Actuarial Science Development in Indonesia) [2016]
(1) Dr. Drs. Gunardi, M.Si. (2) Danang Teguh Qoyyimi, M.Sc., Ph.D.
- Tim Juri Lomba Karya Tulis (call for papers) [2015]
(1) Dr. Drs. Gunardi, M.Si.
- Launching Persiapan sebagai Tim Juri Call for Paper [2015]
(1) Dr. Drs. Gunardi, M.Si.
- Tim Juri Lomba Karya Tulis Statistik dan Aktuaris [2015]
(1) Dr. Drs. Gunardi, M.Si.
- Menerima Studi Banding Universitas Bhakti Indonesia, Banyuwangi [2015]
(1) Prof. Dr. Sri Wahyuni, S.U. (2) Dr. Budi Surodjo, M.Si. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc.
- NarasumberTim Juri Call for Paper [2015]
(1) Dr. Drs. Gunardi, M.Si.
- Penilaian Call for Papers IKNB [2015]
(1) Dr. Drs. Gunardi, M.Si.
- Diskusi Mengenai Rencana Pendirian Program Studi Sain Aktuaria [2015]
(1) Dr. Drs. Gunardi, M.Si.
- Kegiatan Call For Paper IKNB [2015]
(1) Dr. Drs. Gunardi, M.Si.
- International Conference OJK dengan tema “Ensuring Financial Sustainability of Insurance, Pension and Social Security Systems: Challenges and Opportunities” [2015]
(1) Dr. Drs. Gunardi, M.Si.
- Narsumber untuk Discuss the READI Project bersama University of Waterloo [2015]
(1) Dr. Drs. Gunardi, M.Si.
- Menerima kunjungan tamu studi banding tentang Laboratorium Statistika dari Fakultas MIPA, Universitas Jenderal Soedirman [2015]
(1) Dr. Drs. Gunardi, M.Si. (2) Drs. Zulaela, Dipl.Med.Stats.,M.Si (3) Sumardi
- Workshop Pengajaran Statistika dan Raker FORSTAT 2015 [2015]
(1) Dr. Drs. Gunardi, M.Si. (2) Drs. Zulaela, Dipl.Med.Stats.,M.Si (3) Dr. Abdurakhman
- Menerima kunjungan studi banding Pengembangan Kurikulum Program Studi S1 Statistika Universitas Padjajaran, Bandung [2015]
(1) Dr. Drs. Gunardi, M.Si. (2) Drs. Zulaela, Dipl.Med.Stats.,M.Si (3) Drs. Danardono, MPH., Ph.D. (4) Dr. Abdurakhman
- Menerima kunjungan Studi Banding Pengembangan Kurikulum Jurusan Matematika, FMIPA Universitas Padjajaran, Bandung [2015]
(1) Prof. Dr. Sri Wahyuni, S.U. (2) Dr. Budi Surodjo, M.Si. (3) Dr. Drs. Gunardi, M.Si. (4) Drs. Danardono, MPH., Ph.D. (5) Sumardi (6) Atok Zulijanto, S.Si.,M.Si.,Ph.D. (7) Dr. Abdurakhman (8) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc.
- Sebagai Moderator kegiatan International Conference OJK [2015]
(1) Dr. Drs. Gunardi, M.Si.
- Juri Olimpiade Sains Nasional Terapan 2015 Bidang Lomba Matematika Nonteknologi dan Matematika Teknologi [2015]
(1) Prof. Dr. Sri Wahyuni, S.U. (2) Rianti Siswi Utami, S.Si., M.Sc. (3) Drs. Mochammad Tari, M.Si. (4) Drs. Yusuf, M.A. (5) Dr. Aluysius Sutjijana, M.Sc. (6) Dr. Drs. Gunardi, M.Si. (7) Atok Zulijanto, S.Si.,M.Si.,Ph.D. (8) Dr. Sutopo, S.Si., M.Si. (9) Nur Khusnussa`adah, S.Si., M.Sc.
- Roadshow dan Promosi Jurusan di MGMP Bantul [2014]
(1) Prof. Dr. Mitrayana, S.Si., M.Si. (2) Dr. Azhari, MT. (3) Dr. Drs. Gunardi, M.Si. (4) Dr.rer.nat Nurul Hidayat Aprilita, S.Si., M.Si.
- Narasumber dalam kegiatan Pelatihan Matematika Keuangan Untuk Anggota Aktuaris Indonesia [2014]
(1) Dr. Drs. Gunardi, M.Si. (2) Dr. Abdurakhman (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
- Diskusi Panel terkait Asosiasi Akademisi Aktuaria Indonesia dan International Conference on Actuaria Science and Statistics (ICASS) 2014 [2014]
(1) Dr. Drs. Gunardi, M.Si. (2) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
- Pengawas Satuan Pendidikan SMA/MA dalam Pelaksanaan Ujian Nasional SMA/MA, SMK/MAK [2014]
(1) Dr. Drs. Gunardi, M.Si. (2) Hadrian Andradi, M.Sc., Ph.D. (3) Drs. Yusuf, M.A. (4) Sumardi (5) Dr. Sutopo, S.Si., M.Si. (6) Dr. Abdurakhman (7) Dr. Fajar Adi Kusumo, S.Si., M.Si. (8) Yunita Wulan Sari, S.Si., M.Sc. (9) Nur Khusnussa`adah, S.Si., M.Sc.
- Menerima kunjungan tamu dari Universitas Airlangga, Surabaya Fakultas Sains dan Teknologi [2013]
(1) Prof. Dr. Sri Wahyuni, S.U. (2) Prof. Dr. Salmah, M.Si. (3) Dr. Drs. Gunardi, M.Si. (4) Prof. Dr. Supama, M.Si. (5) Drs. Danardono, MPH., Ph.D. (6) Dr. Abdurakhman (7) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc. (8) Dr. Fajar Adi Kusumo, S.Si., M.Si.
- Menerima kunjungan tamu Prof. Bhadra Man Tuladhar (President of Nepal Mathematical Society) dari University of Kathmandu [2013]
(1) Prof. Dr. Sri Wahyuni, S.U. (2) Drs. Yusuf, M.A. (3) Prof. Dr. Sri Haryatmi, M.Sc. (4) Drs. Zulaela, Dipl.Med.Stats.,M.Si (5) Prof. Dr. Salmah, M.Si. (6) Dr. Budi Surodjo, M.Si. (7) Dr. Drs. Gunardi, M.Si. (8) Prof. Dr. Supama, M.Si. (9) Prof. Dr.rer.nat. Indah Emilia Wijayanti, S.Si., M.Si. (10) Dr. Abdurakhman (11) Dr. Fajar Adi Kusumo, S.Si., M.Si.
- Roadshow dan Promosi Jurusan [2013]
(1) Prof. Dr. Mitrayana, S.Si., M.Si. (2) Dr. Azhari, MT. (3) Dr. Drs. Gunardi, M.Si. (4) Dr.rer.nat Nurul Hidayat Aprilita, S.Si., M.Si.
- Dosen pembimbing magang bagi Rika Wahyuni dalam bidang Statistika [2011]
(1) Prof. Dr. Sri Haryatmi, M.Sc. (2) Dr. Drs. Gunardi, M.Si.
JOURNAL PUBLICATION
- Geographically weighted generalized poisson regression model with the best kernel function in the case of the number of postpartum maternal mortality in east java [2023]
(1) SISCHA WAHYUNING T (2) Dr. Drs. Gunardi, M.Si. (3) LILA ARYANI P
- Determination of the best knot and bandwidth in geographically weighted truncated spline nonparametric regression using generalized cross validation [2023]
(1) ROBIANSYAH PUTRA (2) Dr. Drs. Gunardi, M.Si. (3) MUHAMMAD GHANI F
- Parameter Estimation for Additive Hazard Model Recurrent Event Using Counting Process Approach [2022]
(1) TRIASTUTI WURYANDARI (2) Dr. Drs. Gunardi, M.Si. (3) Drs. Danardono, MPH., Ph.D.
- Classifying Insurance Reserve Period via Claim Frequency Domain Using Hawkes Process [2022]
(1) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (2) Kariyam (3) AISYA NUGRAFITRA M (4) MARFELIX FERNALDY ANGSARI (5) Dr. Drs. Gunardi, M.Si.
- Cox Proportional Hazard Regression Interaction Model and Its Application to Determine The Risk of Death in Breast Cancer Patients after Chemotherapy [2022]
(1) M IVAN ARIFUL F (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Fajar Adi Kusumo, S.Si., M.Si. (4) dr. Susanna Hilda Hutajulu, Ph.D. Sp.PD-KHOM (5) Dr. dr. Ibnu Purwanto, Sp.PD., K.HOM.
- Enacting Alternating Least Square Algorithm to Estimate Model Fit of Sem Generalized Structured Component Analysis [2022]
(1) CYLVIA NISSA S (2) Dr. Drs. Gunardi, M.Si.
- Mathematical Model of the Journey of Breast Cancer Patients Affected by Chemotherapy Response [2022]
(1) M IVAN ARIFUL F (2) Dr. Fajar Adi Kusumo, S.Si., M.Si. (3) Dr. Drs. Gunardi, M.Si. (4) dr. Susanna Hilda Hutajulu, Ph.D. Sp.PD-KHOM
- Critical Illness Insurance Model for Breast Cancer Patients Based on Chemotherapy Responses [2022]
(1) M IVAN ARIFUL F (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Fajar Adi Kusumo, S.Si., M.Si. (4) dr. Susanna Hilda Hutajulu, Ph.D. Sp.PD-KHOM (5) Dr. dr. Ibnu Purwanto, Sp.PD., K.HOM.
- Survival analysis of breast cancer patients in Yogyakarta [2021]
(1) M IVAN ARIFUL F (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Fajar Adi Kusumo, S.Si., M.Si. (4) dr. Susanna Hilda Hutajulu, Ph.D. Sp.PD-KHOM
- Reaction-Diffusion on a Spatial Mathematical Model of Cancer Immunotherapy with Effector Cells and IL-2 Compounds’ Interactions [2021]
(1) SULASRI SUDDIN (2) Dr. Fajar Adi Kusumo, S.Si., M.Si. (3) Dr.rer.nat. Lina Aryati, M.S. (4) Dr. Drs. Gunardi, M.Si.
- Measuring dynamic dependency using time-varying copulas with extended parameters: Evidence from exchange rates data [2021]
(1) ATINA AHDIKA (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Dr. Drs. Gunardi, M.Si.
- CONDITIONAL EXPECTATION FORMULA OF COPULAS FOR HIGHER DIMENSIONS AND ITS APPLICATION [2021]
(1) ATINA AHDIKA (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Dr. Drs. Gunardi, M.Si.
- ESTIMASI CADANGAN KLAIM MENGGUNAKAN METODE DETERMINISTIK DAN STOKASTIK [2021]
(1) YUCIANA WILANDARI (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc.
- An Analysis about Fourier Series Estimator in Nonparametric Regression for Longitudinal Data [2021]
(1) M FARIZ FADILLAH M (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Herni Utami, S.Si., M.Si.
- MODEL REGRESI COX PROPORSIONAL HAZARD PADA DATA DURASI PROSES KELAHIRAN DENGAN TIES [2021]
(1) TRIASTUTI WURYANDARI (2) Drs. Danardono, MPH., Ph.D. (3) Dr. Drs. Gunardi, M.Si.
- Characteristics of breast cancer patients at dr. Sardjito Hospital for early anticipation of neutropenia: Cross-sectional study [2021]
(1) M IVAN ARIFUL F (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Fajar Adi Kusumo, S.Si., M.Si. (4) dr. Susanna Hilda Hutajulu, Ph.D. Sp.PD-KHOM (5) Dr. dr. Ibnu Purwanto, Sp.PD., K.HOM.
- Dynamics of a Breast Cancer Model for Neutropenia Case due to Chemotherapy Effects [2021]
(1) M IVAN ARIFUL F (2) Dr. Fajar Adi Kusumo, S.Si., M.Si. (3) Dr. Drs. Gunardi, M.Si. (4) dr. Susanna Hilda Hutajulu, Ph.D. Sp.PD-KHOM
- Descriptive and Correlation Analysis of Breast Cancer Patient Data in dr. Sardjito Hospital Yogyakarta [2021]
(1) M IVAN ARIFUL F (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Fajar Adi Kusumo, S.Si., M.Si. (4) dr. Susanna Hilda Hutajulu, Ph.D. Sp.PD-KHOM
- IMPLEMENTASI METODE BAYES PADA PENGHITUNGAN PREMI ASURANSI KENDARAAN BERMOTOR [2020]
(1) Rika Fitriani, S.Si., M.Sc., M.Math. (2) Dr. Drs. Gunardi, M.Si.
- Household margin insurance of agricultural sector in Indonesia using a farmer exchange rate index [2020]
(1) ATINA AHDIKA (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Dr. Drs. Gunardi, M.Si.
- PENDEKATAN OPSI CASH-OR-NOTHING UP AND IN BARRIER UNTUK PENENTUAN NILAI PREMI ASURANSI PERTANIAN [2020]
(1) Yunita Wulan Sari, S.Si., M.Sc. (2) Dr. Drs. Gunardi, M.Si.
- Finite Difference Method for Pricing of Indonesian Option under a Mixed Fractional Brownian Motion [2020]
(1) CH ENNY MURWANINGTYAS (2) Prof. Dr. Sri Haryatmi, M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Herry Pribawanto Suryawan
- PERAMALAN BEBAN LISTRIK DAERAH ISTIMEWA YOGYAKARTA DENGAN METODE SINGULAR SPECTRUM ANALYSIS (SSA) [2019]
(1) Dr. Herni Utami, S.Si., M.Si. (2) Yunita Wulan Sari, S.Si., M.Sc. (3) Prof. Drs. Subanar, Ph.D. (4) Dr. Abdurakhman (5) Dr. Drs. Gunardi, M.Si.
- CALIBRATING THE NELSON- SIEGEL MODEL CLASSES AND THEIR ESTIMATION USING HYBRID-GENETIC ALGORITHM APPROACH: CASE STUDY OF INDONESIAN GOVERNMENT BONDS [2019]
(1) MUSLIM (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman
- Mathematical model analysis of breast cancer stages with side effects on heart in chemotherapy patients [2019]
(1) M IVAN ARIFUL F (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Fajar Adi Kusumo, S.Si., M.Si. (4) dr. Susanna Hilda Hutajulu, Ph.D. Sp.PD-KHOM
- CALIBRATING THE NELSON-SIEGEL MODEL CLASSES AND THEIR ESTIMATION USING HYBRID-GENETIC ALGORITHM APPROACH: CASE STUDY OF INDONESIAN GOVERNMENT BONDS [2019]
(1) MUSLIM (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman
- Development Of Nonparametric Geographically Weighted Regression Using Truncated Spline Approach [2018]
(1) SIFRIYANI (2) I Nyoman Budiantara (3) Prof. Dr. Sri Haryatmi, M.Sc. (4) Dr. Drs. Gunardi, M.Si.
- A new method of hypothesis test for truncated spline nonparametric regression influenced by spatial heterogeneity and application [2018]
(1) SIFRIYANI (2) Prof. Dr. Sri Haryatmi, M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) I Nyoman Budiantara
- Copula modeling to identify the dependency structure of agricultural production and its environment indicators in Indonesia [2018]
(1) ATINA AHDIKA (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Dr. Drs. Gunardi, M.Si.
- Toda-Yamamoto Approximation For the Granger Causality Analysis of Climate Attributes in Yogyakarta [2017]
(1) Dr. Herni Utami, S.Si., M.Si. (2) Dr. Fajar Adi Kusumo, S.Si., M.Si. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Emilya Nurjani, S.Si., M.Si.
- Geographically Weighted Regression With Spline Approach [2017]
(1) SIFRIYANI (2) Prof. Dr. Sri Haryatmi, M.Sc. (4) Dr. Drs. Gunardi, M.Si.
- The greeks of indonesian call option [2017]
(1) Dr. Drs. Gunardi, M.Si.
- Climate Changes Detection Using Bayesian Change Point Methods and Emprical Orthogonal Function for Improving the Traditional Cropping Calendar in Gunung Kidul Regency of Indonesia [2016]
(1) Dr. Fajar Adi Kusumo, S.Si., M.Si. (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Herni Utami, S.Si., M.Si. (4) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc.
- D-optimal designs for modified exponential models with three parameters [2016]
(1) TATIK WIDIHARIH (2) Prof. Dr. Sri Haryatmi, M.Sc. (3) Dr. Drs. Gunardi, M.Si.
- Climate Change Detection Using Bayesian Change Point Method for Improving the Traditional Cropping Calendar in DIY Province Indonesia [2016]
(1) Dr. Drs. Gunardi, M.Si. (2) Dr. Fajar Adi Kusumo, S.Si., M.Si. (3) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc. (4) Dr. Herni Utami, S.Si., M.Si. (5) Ir. Mulyono, M.S.
- D-Optimal Designs for Morgan Mercer Flodin (MMF) Models Without Intercept [2015]
(1) TATIK WIDIHARIH (2) Prof. Dr. Sri Haryatmi, M.Sc. (3) Dr. Drs. Gunardi, M.Si.
- Implied Volatility under BS-BHM-Updated Model Using Newton Raphson Method [2015]
(1) MUTIJAH (2) Prof. Drs. Suryo Guritno, M.Stats., Ph.D. (3) Dr. Drs. Gunardi, M.Si.
- Bifurcation Analysis in a Dengue Disease Model with Two Virus Serotypes [2015]
(1) Dr. Fajar Adi Kusumo, S.Si., M.Si. (3) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc. (4) Dr. Drs. Gunardi, M.Si.
- Valuation of one period coupon bond based on default time and empirical study in Indonesian bond data [2015]
(1) DI ASIH I MARUDDANI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman
- APROKSIMASI ANUITAS HIDUP MENGGUNAKAN KOMBINASI EKSPONENSIAL [2015]
(1) L J Sinay (2) Prof. Drs. Suryo Guritno, M.Stats., Ph.D. (3) Dr. Drs. Gunardi, M.Si.
- Yield Curve Estimation of the Nelson-Siegel Class Model by Using Hybrid Method with L-BFGS-B Iterations Approach [2015]
(1) MUSLIM (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman
- PREMI TUNGGAL ASURANSI JIWA EQUITY-LINKED : ANALISIS PENGARUH USIA TERTANGGUNG DAN WAKTU JATUH TEMPO [2014]
(1) Yunita Wulan Sari, S.Si., M.Sc. (2) Dr. Drs. Gunardi, M.Si.
- D-optimal Design for Weighted Exponential and Generalized Exponential Models [2013]
(1) TATIK WIDIHARIH (2) Prof. Dr. Sri Haryatmi, M.Sc. (3) Dr. Drs. Gunardi, M.Si.
- Estimation of Parameters on the BS-BHM Updated Model [2013]
(1) MUTIJAH (2) Prof. Drs. Suryo Guritno, M.Stats., Ph.D. (3) Dr. Drs. Gunardi, M.Si.
- D-optimal Designs for Weighted Exponential and Generalized Exponential Models [2013]
(1) TATIK WIDIHARIH (2) Prof. Dr. Sri Haryatmi Kartiko M.Sc (3) Dr. Drs. Gunardi, M.Si.
- Pemodelan Intensitas Transisi dan Peluang pada Asuransi Perawatan Jangka Panjang [2013]
(1) ROSITA KURNIAWATI (2) Dr. Drs. Gunardi, M.Si.
- CREDIT SPREADS PADA REDUCED – FORM MODEL [2011]
(1) DI ASIH I MARUDDANI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman
- Predict Stock Price With Gamma Variance Model [2005]
(1) Dr. Drs. Gunardi, M.Si.
- Model Garch untuk Peramalan Nilai Tukar Rupiah Terhadap Euro [2004]
(1) Dr. Drs. Gunardi, M.Si.
PROSIDING
- Survival analysis of breast cancer patients in Yogyakarta [2021]
(1) M IVAN ARIFUL F (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Fajar Adi Kusumo, S.Si., M.Si. (4) dr. Susanna Hilda Hutajulu, Ph.D. Sp.PD-KHOM
- Determining the optimal window length of the time-varying copula parameter: a simulation study [2020]
(1) ATINA AHDIKA (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Dr. Drs. Gunardi, M.Si.
- Calculation of crop insurance premium based on dependence among yield price, crop yield, and standard rainfall index using vine copula [2019]
(1) AGUS SOFIAN EKA (2) Dr. Drs. Gunardi, M.Si.
- Option pricing by using a mixed fractional Brownian motion with jumps [2019]
(1) CH ENNY MURWANINGTYAS (2) Prof. Dr. Sri Haryatmi, M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Herry Pribawanto Suryawan
- Mathematical model analysis of breast cancer stages with side effects on heart in chemotherapy patients [2019]
(1) M IVAN ARIFUL F (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Fajar Adi Kusumo, S.Si., M.Si. (4) dr. Susanna Hilda Hutajulu, Ph.D. Sp.PD-KHOM
- Modeling indemnity of revenue-based crop insurance in Indonesia using time-varying copula models [2019]
(1) ATINA AHDIKA (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Adhitya Ronnie Effendie, S.Si., M.Si., M.Sc. (4) Dr. Drs. Gunardi, M.Si.
- Randomized quasi Monte Carlo methods for pricing of barrier options under fractional Brownian motion [2018]
(1) CH ENNY MURWANINGTYAS (2) Prof. Dr. Sri Haryatmi, M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Herry Pribawanto Suryawan
- European option pricing by using a mixed fractional Brownian motion [2018]
(1) CH ENNY MURWANINGTYAS (2) Prof. Dr. Sri Haryatmi, M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Herry Pribawanto Suryawan
- Analysis of Daily Precipitation Data to Determine The Length of Dry and West Season By Maximal Penalized F Test [2017]
(1) Dr. Drs. Gunardi, M.Si.
- Overflow loss system analysis for optimal bed allocation in a hospital in Yogyakarta Indonesia [2016]
(1) Dr. Irwan Endrayanto Aluicius, S.Si., M.Sc. (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Fajar Adi Kusumo, S.Si., M.Si.
- Estimator truncated spline nonparametric regression in the geographically weighted regression model [2016]
(1) Prof. Dr. Sri Haryatmi, M.Sc. (2) Dr. Drs. Gunardi, M.Si.
- The Pricing Index-based Crop Insurance Using The Indonesian Option Framework [2016]
(1) Dr. Drs. Gunardi, M.Si.
- Suitability analysis of sorghum based on rainfall and land conditions in Gunung Kidul, Indonesia [2016]
(1) Ir. Mulyono, M.S. (2) Andi Syahid Muttaqin, S.Si., M.Si., Ph.D. (3) Dr. Fajar Adi Kusumo, S.Si., M.Si. (4) Dr. Drs. Gunardi, M.Si. (5) Ir. Rosich Attaqy, M.Sc.
- Valuation Of Reload Call Option With Binomial Tree [2016]
(1) Yunita Wulan Sari, S.Si., M.Sc. (2) Dr. Drs. Gunardi, M.Si.
- Algorithms of D-Optimal Design for Morgan Mercer Flodin (MMF) Models with Three Parameters [2016]
(1) TATIK WIDIHARIH (2) Prof. Dr. Sri Haryatmi, M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) YUCIANA WILANDARI
- Pricing of Erupoean Options under BS-BHM-Updated Model and Its Properties [2016]
(1) MUTIJAH (2) Prof. Drs. Suryo Guritno, M.Stats., Ph.D. (3) Dr. Drs. Gunardi, M.Si.
- Pricing of European Options under BS-BHM-Updated Model and Its Properties [2016]
(1) MUTIJAH (2) Prof. Drs. Suryo Guritno, M.Stats., Ph.D. (3) Dr. Drs. Gunardi, M.Si.
- Application of the empirical orthogonal function to study the rainfall pattern in Daerah Istimewa Yogyakarta province [2016]
(1) Dr. Fajar Adi Kusumo, S.Si., M.Si. (2) Dr. Drs. Gunardi, M.Si. (3) Dr. Herni Utami, S.Si., M.Si. (4) Dr. Emilya Nurjani, S.Si., M.Si.
- Truncated Spline Approach In The Geographically Weighted Regression Models [2015]
(1) Prof. Dr. Sri Haryatmi, M.Sc. (2) Dr. Drs. Gunardi, M.Si.
- DEFAULT PROBABILITY OF MULTIPERIODS COUPON BOND BASED ON CLASSICAL APPROACH [2015]
(1) DI ASIH I MARUDDANI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman
- Valuation of Indonesian catastrophic earthquake bonds with generalized extreme value (GEV) distribution and Cox-Ingersoll-Ross (CIR) interest rate model [2015]
(1) Dr. Drs. Gunardi, M.Si. (2) EZRA PUTRANDA S
- Estimating yield curve the Svensson extended model using L-BFGS-B method approach [2015]
(1) MUSLIM (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman
- Penentuan Premi Reasuransi Untuk Asuransi Kerugian Dengan Batas Maksimum Kerugian [2014]
(1) Dr. Drs. Gunardi, M.Si.
- PENENTUAN PREMI EQUITY-LINKED DENGAN POHON BINOMIAL [2014]
(1) Yunita Wulan Sari, S.Si., M.Sc. (2) Dr. Drs. Gunardi, M.Si.
- One period coupon bond valuation with revised first passage time approach and the application in Indonesian corporate bond [2014]
(1) DI ASIH I MARUDDANI (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Dr. Drs. Gunardi, M.Si. (4) Dr. Abdurakhman
- Skema Ding dan Chao (DC Scheme) Untuk Simulasi Nilai Suku Bunga [2013]
(1) Yunita Wulan Sari, S.Si., M.Sc. (2) Dr. Drs. Gunardi, M.Si.
- Distribusi Prior Empirik Pada Model Harga Aset Pendekatan Berdasarkan Informasi dan Brody Hughston Macrina [2012]
(1) Prof. Drs. Suryo Guritno, M.Stats., Ph.D. (2) Dr. Drs. Gunardi, M.Si.
- Rancangan D-Optimal Untuk ModelRegresi Eksponensial Dengan MeanTerboboti [2012]
(1) Prof. Dr. Sri Haryatmi, M.Sc. (2) Dr. Drs. Gunardi, M.Si.
- The n-Year Life Annuity Model Under Binomial Interest Rate [2011]
(1) Dr. Drs. Gunardi, M.Si. (2) Danang Teguh Qoyyimi, M.Sc., Ph.D.
- Warrant Pricing Model with Payout Ration and Default Probability [2011]
(1) Dr. Drs. Gunardi, M.Si.
- Monte Carlo Simulation Method With Control Variate For Indonesian Option Pricing Under Arithmetic Average [2010]
(1) Dr. Drs. Gunardi, M.Si.
- P(I)DE Approach for Indonesian Option Pricing [2007]
(1) Dr. Drs. Gunardi, M.Si. (2) Prof. Drs. Subanar, Ph.D. (3) Prof. Dr. Sri Haryatmi, M.Sc.
- Indonesian Call Option Pricing By Monte Carlo Simulation Methods [2006]
(1) Dr. Drs. Gunardi, M.Si.
- Indonesian Options [2006]
(1) Dr. Drs. Gunardi, M.Si.
